-79.9%
FIG vs SEI
+109.0%
-188.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.1% | -0.3% | +4.9% |
| 7D | -3.8% | +22.6% | -26.4% | -3.1% |
| 30D | -2.3% | +9.1% | -11.4% | -1.8% |
| 3M | +20.0% | -11.3% | +31.3% | +22.3% |
| 6M | -16.7% | +22.0% | -38.7% | -21.1% |
| YTD | -37.9% | +47.3% | -85.2% | -46.0% |
| 1Y | -58.5% | +124.8% | -183.3% | -67.5% |
| All | -79.9% | +109.0% | -188.9% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling